Elicitation of Criteria Weights Maximising the Stability of Pairwise Outranking Statements

Raymond Bisdorff (1) , Patrick Meyer (2, 3) , Thomas Veneziano (3, 4, 1)

1 University of Luxembourg [Luxembourg]
2 Lab-STICC_TB_CID_DECIDE
3 LUSSI - Département Logique des Usages, Sciences sociales et Sciences de l'Information
4 Lab-STICC - Laboratoire des sciences et techniques de l'information, de la communication et de la connaissance

We propose an indirect approach for assessing criteria-importance weights from overall outranking statements that a decision maker may acknowledge in a multiple-criteria decision aid process. Our approach takes advantage of the bipolar characteristic valuation of the overall outranking and the stability of its associated median-cut, crisp outranking relation. Numerical criteria-importance weights are inferred with the help of a mixed-integer linear programming model for which we present tests results under different configurations and tunings.

Mots clés: Multiple-criteria decision analysis; Disaggregation; Criteria-importance elicitation; Stable bipolar-valued outranking

Domaines: Recherche opérationnelle [math.OC]

Raymond Bisdorff, Patrick Meyer, Thomas Veneziano. Elicitation of Criteria Weights Maximising the Stability of Pairwise Outranking Statements. Journal of Multi-Criteria Decision Analysis, 2014, Applying MCDA: Challenges and Case Studies, 21 (1-2), pp.113 - 124. ⟨10.1002/mcda.1496⟩. ⟨hal-01185084⟩